Windows Media Audio (WMA) files use a proprietary format developed by Microsoft that is used by Windows-integrated media players, such as Windows Media Player. Many other, better, players do not support WMA files, but they're simple enough to convert into something else.
Due to the proprietary nature of the WMA format, there is no reason not to convert it to a wider format using format-like MP3. Even if you use Windows Media Player, you can still play MP3 files. If you save your files to MP3, you have many more ways to play them, including various apps and platforms.
Converting WMA Files to MP3 with VLC Player
VLC is a free and open source media player that opens almost every file format and offers an option to convert your audio files. It's one of our favorites here at How-to Geek, because it's not only free, it's cross-platform (Windows, macOS, Linux, Android and iOS) and very powerful.
After installing VLC, open Click on "Add" to start loading the files to be converted.
Find and select the file or files you want to open, and then click "Open."
Click "Convert / Save" to open the next window.
 Select "MP3" in the "Profile" drop-down list, and then click the "Browse" button to select the folder where you want to save the converted files.
After you select a folder to save the file, use the "Save as type" drop-down list to select the MP3 option, and then click "Save."
If you want to have a little more control over the encoding that happens during the conversion, click on the wrench button
This will bring up another menu few more advanced options for you to tinker. For example, on the Audio Codec tab, you can change the bitrate, channels, and sample rate.
Finally, click "Start" to start the conversion.
Depending on the bitrate you choose and the size of the files, it may take some time for the conversion to complete. When you're done, find your new MP3 files in the output folder you choose.
Using Online Solutions to Convert Your Files
There are numerous websites that allow you to convert your files for free, but our favorite is Zamzar. You can convert up to 10 files at a time, and you will not keep your files on their servers for longer than 24 hours.
After activating the Zamzar website, click on the "Select Files" button and navigate to the files you want to convert. You can also drag-and-drop the files into your browser window to upload them to the website.
Next, from the drop-down menu, select "MP3" as the output file type.
Finally, enter a valid email address and click the "Convert" button
After the conversion is complete (which does not take too long, unless you convert a lot of large files) you will receive an email with your files to download.